+100.2%
BAC vs DOCU
+104.2%
-4.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.2% | -5.5% | +4.4% | -0.6% |
| 30D | -7.7% | +12.6% | -20.3% | -8.9% |
| 3M | -21.2% | +36.4% | -57.6% | -24.1% |
| 6M | -6.8% | +66.8% | -73.6% | -12.6% |
| YTD | -8.7% | +13.5% | -22.2% | -11.0% |
| 1Y | -5.3% | +11.3% | -16.6% | -7.5% |
| 3Y | +87.4% | +92.1% | -4.6% | +69.2% |
| 5Y | +18.9% | -71.0% | +89.9% | +19.0% |
| All | +100.2% | +104.2% | -4.0% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling